Essays about: "Yield curve construction"

Found 2 essays containing the words Yield curve construction.

1. 1. Zero Coupon Yield Curve Construction Methods in the European Markets

   University essay from KTH/Matematik (Avd.)

   Author : Andreas Möller; [2022]
   Keywords : Zero coupon; Yield curve construction; Forward monotone convex spline; Cubic spline; Nelson Siegel; Nelson Siegel Svensson; Hedge; Interpolation; Parameterization; Evaluation; Principal component; Nollkupong; Yieldkurva; Forward monotone convex spline; Kubisk spline; Nelson Siegel; Nelson Siegel Svensson; Interpolering; Parameterisering; Utvärdering; Principalkomponent; Hedge;

   Abstract : In this study, four frequently used yield curve construction methods are evaulated on a set of metrics with the aim of determining which method is the most suitable for estimating yield curves from European zero rates. The included curve construction methods are Nelson-Siegel, Nelson-Siegel-Svensson, cubic spline interpolation and forward monotone convex spline interpolation. READ MORE

3. 2. Remarkable curves in the Euclidean plane

   University essay from Linköpings universitet/Matematik och tillämpad matematik; Linköpings universitet/Tekniska högskolan

   Author : Jonas Granholm; [2014]
   Keywords : Curves; Cantor curves; Peano curves; Sierpinski carpet; one-dimensional; Menger curve;

   Abstract : An important part of mathematics is the construction of good definitions. Some things, like planar graphs, are trivial to define, and other concepts, like compact sets, arise from putting a name on often used requirements (although the notion of compactness has changed over time to be more general). READ MORE